Euribor futures & options
SONIA futures & options
ESTR Futures and Options
Long Gilt Futures and Options
SARON Futures
December highlights
3M ESTR Futures
- Record Open Interest (OI) at 2,160,775 (10th December)
- Record volume month at 8,122,374
- Record volume day trading 648,729 lots (5th December)
ECB Dated Futures
- Record Open Interest (OI) at 17,163 (22nd December)
SONIA Futures
- Record Open Interest (OI) at 3,869,958 (2nd December)
SONIA Options
- Record Open Interest (OI) 10,347,370 (11th December)
MPC Dated SONIA Futures
- Record Open Interest (OI) at 34,482 lots (15th December)
Euribor Futures
- Record Open Interest (OI) at 5,662,483 (12th December)
Euribor Options
- Record Open Interest (OI) at 17,451,457 (11th December)
- Highest daily volume day in 2025 trading 1,529,363 lots (8th December)
Products in focus
ECB Dated ESTR Futures
- Get direct exposure to the ECB’s rate decisions via our latest STIR innovation
- Futures dates mirror the exact ECB maintenance period dates
- Sits alongside our existing, liquid 3-month ESTR & Euribor contracts and offers significant margin offsets
- Cash settled
MPC Dated SONIA Futures
- Get direct exposure to the Bank of England’s rate decisions via our latest STIR innovation
- Futures dates mirror the exact MPC rate setting dates
- Sits alongside our existing, liquid 3-month SONIA contract and offers significant margin offsets
- Cash settled
Medium Gilt Futures
- ICE Medium Gilt Futures contract is a future deliverable into eligible UK government debt securities with maturities of 4 years to 6 years & 3 months and an original term to maturity of 11 years or less
- Functionality to execute Medium Gilt futures vs Long Gilt futures as a one line spread via the inter-commodity spread (ICS). Trades in a 2:1 ratio
- Trades alongside Long Gilt Futures & Options and Ultra Long Gilt Futures
Long EU Bond Index Futures Contract
- A unique approach to EU bonds with a cash settled future
- Get exposure to EU bonds with the listed derivative advantages of screen transparency, liquidity and margining
- Based on an index from ICE Data Indices (IDI) who offer approx. 6,000 indices tracking more than €100trn in debt
- The last trade date aligns with the benchmark Euro area govt bond futures
- Historical volatility of the index is similar to that of the other benchmark European bond futures